Nonnegative estimation of variance components in multivariate unbalanced mixed linear models with two variance components.

DOI10.1016/S0378-3758(02)00150-7zbMath1041.62045OpenAlexW1972440036MaRDI QIDQ1395884

Qingyuan Meng, Yijun Sun, Dietrich von Rosen, Bimal Kumar Sinha

Publication date: 1 July 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00150-7

zbMATH Keywords

Variance componentsGrowth curvesMultivariate unbalanced mixed linear modelsNonnegative estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (3)

An optimal test for variance components of multivariate mixed-effects linear models ⋮ \(D\)-optimal designs for multi-response linear mixed models ⋮ Uniformly minimum variance nonnegative quadratic unbiased estimation in a generalized growth curve model

Cites Work

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• Maximum likelihood estimation of a set of covariance matrices under Löwner order restrictions with applications to balanced multivariate variance components models
• Improved nonnegative estimation of variance components in balanced multivariate mixed models
• On Non-Negative Quadratic Unbiased Estimation of Variance Components
• What Should Be Done When an Estimated Between-Group Covariance Matrix Is Not Nonnegative Definite?
• REML Estimation in Unbalanced Multivariate Variance Components Models Using an EM Algorithm

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